Information geometry of power spectral

Feroz Shah Syed, Lin Yu Peng, Hua Fei Sun, Xiao Min Duan

Research output: Contribution to journalArticlepeer-review

1 Citation (Scopus)

Abstract

The information geometric structure of power spectral is given based on information geometry theory. The set of power spectral is taken as a differential manifold. Moreover, a Riemannian metric is defined and the dual connections are introduced. Further, the geometric metrics of three stochastic process models are founded in this paper.

Original languageEnglish
Pages (from-to)327-330
Number of pages4
JournalBeijing Ligong Daxue Xuebao/Transaction of Beijing Institute of Technology
Volume33
Issue number3
Publication statusPublished - 2013 Mar 1
Externally publishedYes

Keywords

  • Information geometry
  • Metric
  • Power spectral

ASJC Scopus subject areas

  • Engineering(all)

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